Barclays
Relief for credit losses buoys Barclays’ capital ratio
IFRS 9 transitional measures added 35bp to CET1 ratio
Transparency vs clarity: the Mifid swaps conundrum
Participants want better OTC transparency, but say Esma’s efforts at clarity could muddy the picture
Common domain model needs infrastructure push, says Barclays
Bank wants market infrastructures to drive adoption of Isda CDM
Mifid’s pre-trade transparency is ‘a failed experiment’
Market participants say benefits of altering pre-trade transparency rules are small
‘Improving’ Mifid post-trade transparency splits markets
Mooted changes to Europe’s transparency regime are dividing markets – largely along functional lines
Foreign banks and Fed at odds on stress test impacts
HSBC North America predicted a loan-loss rate of 2.7%, well below the Fed’s 6% estimate
Systemic European banks’ bail-in buffers fell in Q1
Bail-in debt stocks increase, but balance sheet expansion crimps TLAC ratios
Client margin up 40% at Morgan Stanley’s swaps unit in Q1
Aggregate US FCM margin up a huge $34.8 billion quarter-on-quarter
Greek, Italian banks lead EU on IFRS 9 capital relief
Intesa Sanpaolo saw CET1 capital add-in of €2.6 billion
Counterparty risk capital charges up 20% at top UK banks
StanChart CCR capital requirement jumps 41% over the first quarter
Trading losses at US units of Deutsche, RBC exceed VAR by 1,000%
Wild markets overwhelmed foreign banks’ value-at-risk estimates
Eurozone bank capital buffers swell on Covid relief measures
Average buffer increases to 393bp across 14 eurozone lenders
UK banks eye Pillar 2 savings after PRA intervention
Top lenders could free £4.4 billion of capital
New securitisation rules weigh on UK banks
HSBC sees capital charge increase 41% quarter-on-quarter
UK banks put £7.6bn aside for credit losses in Q1
Impairment charges were roughly double aggregate net profits at top lenders
PRA relief blunts market risk surge at Barclays, StanChart
Without temporary measures, market RWAs would have been 18% higher at StanChart
Fed’s leverage ratio relief puts foreign banks on the back foot
European banks cannot – yet – exempt US Treasuries from their exposure measures
PRA relief to save banks up to 33% on VAR-based charges
HSBC may benefit most from easing of capital rules
Dividend freeze could save top UK banks £6.5bn
HSBC will no longer distribute a cash dividend worth $3.1bn
UK banks’ RWAs plummeted in Q4 2019
Risk drop-off helped raise aggregate CET1 ratio
UK bank ECL scenarios may lowball coronavirus impact
BoE offers IFRS 9 relief on virus-hit loans
Countercyclical buffer relief to save top UK banks £7bn in capital
BoE expects £190 billion of lending to be supported by CCyB cut